Tentative Syllabus

Date

Reading

Topics

3rd April

1

Optimization models

5th April

2.2

Feasibility and optimality

7th April

2.3-4

Convexity and the general optimization algorithm

10th April

3.1

Basics concepts of linear constraints

12th April

3.1,4.1

Basics concepts, cont'd; intro to geometry of linear programming

14th April

4.2

Standard from

17th April

4.3

Basic solutions and extreme points

19th April

4.3

Basic solutions and extreme points, cont'd

21st April

4.4

Representation of solutions; optimality

24th April

5.2

Simplex method

26th April

5.2

Simplex method, cont'd

28th April

6.1

Dual problem

1st May

6.2

Duality theory

3rd May

6.2.1-2

Duality theory, cont'd

5th May

Midterm Exam

8th May

B4,2.3.1,2.6

Gradient, hessian, Jacobian; convexity; Taylor's series

10th May

2.7

Newton's method

12th May

10.2

Optimality conditions

15th May

10.3

Newton's method for minimization

17th May

3.2

Null and range spaces

19th May

B7,14.2

Chain rule; Optimality conditions for linear equality constraints

22nd May

B7,14.2

linear equality constraints, cont'd

24th May

14.3

Lagrange multipliers

26th May

14.4

Optimality conditions for linear inequality constraints

29th May

Memorial Day

31st May

14.4

Linear inequality constraints, cont'd

2nd June

14.5

Optimality conditions for nonlinear constraints

5th June

14.5

Nonlinear constraints, cont'd

7th June

14.5

Nonlinear constraints, cont'd

9th June

Review

15th June

Final Exam